Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49300.22 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45239.01 Kr¶

PnL: ---------------------------------------> 183.01 Kr¶

DD now: ---------------------------------> -7.191 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 09:34:55.340237'

Anic Portfolio¶

Today¶

Return: 0.873 %¶

This Week¶

Return: -0.006 %¶

Total portfolio value¶

Return including deposits: 61.396 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.630000 1671.300000 202.300000 13.770000 1468.999998
Sedana Medical 93 5.290000 2704.440000 183.440000 7.280000 2521.000011
Orrön Energy 180 4.860000 2156.400000 113.400000 5.550000 2043.000000
Platzer Fastigheter Holding B 12 2.100000 990.000000 29.000000 3.020000 960.999996
Sagax B 4 1.620000 880.800000 26.800000 3.140000 854.000000
Atrium Ljungberg B 5 0.890000 961.000000 26.000000 2.780000 935.000000
Sagax A 4 2.330000 880.000000 26.000000 3.040000 854.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
Catena 2 1.340000 814.000000 22.000000 2.780000 792.000000
Hexatronic Group 12 1.930000 986.880000 19.880000 2.060000 966.999996
JM 6 0.680000 883.800000 19.800000 2.290000 864.000000
Gränges 9 1.260000 939.600000 11.600000 1.250000 927.999999
BioGaia B 8 0.510000 939.200000 9.200000 0.990000 930.000000
Byggmax Group 33 1.040000 962.940000 6.940000 0.730000 956.000001
Biotage 7 0.220000 945.000000 4.000000 0.430000 940.999997
AcadeMedia 8 0.900000 404.400000 2.400000 0.600000 402.000000
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
Bilia A 8 0.090000 900.800000 0.800000 0.090000 900.000000
EQT 4 0.530000 832.400000 0.400000 0.050000 832.000000
HEXPOL B 9 -0.700000 1020.600000 -0.400000 -0.040000 1020.999996
ASSA ABLOY B 3 -0.390000 772.800000 -6.200000 -0.800000 779.000001
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
OX2 13 0.210000 942.500000 -7.500000 -0.790000 949.999999
SKF B 5 -0.720000 925.250000 -14.750000 -1.570000 940.000000
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
VEF 909 0.800000 1832.540000 -17.460000 -0.940000 1850.000436
Nordic Waterproofing Holding 7 0.000000 943.600000 -23.400000 -2.420000 966.999999
Addnode Group B 11 -1.280000 889.900000 -31.100000 -3.380000 921.000003
Latour B 4 0.200000 819.600000 -37.400000 -4.360000 857.000000
Vitec Software Group B 2 0.670000 1049.000000 -38.000000 -3.500000 1087.000000
Indutrade 5 1.290000 1176.000000 -42.000000 -3.450000 1218.000000
Hexagon B 26 0.350000 3402.100000 -58.900000 -1.700000 3461.000010
Bufab 3 -0.460000 1048.200000 -60.800000 -5.480000 1109.000001
BHG Group 97 1.430000 1374.490000 -84.510000 -5.790000 1458.999989
INVISIO 16 -0.220000 3592.000000 -97.000000 -2.630000 3689.000000
TOTAL 45242.190000 186.190000 -7.18548% 45056.000411

Updated:¶

'2023-07-04 09:33:24.319593'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶